The warning came after Estonia said on Friday that three Russian MiG-31 fighter jets violated its airspace for 12 minutes before NATO Italian fighter jets escorted them out.
The week before, some 20 Russian drones entered Polish airspace, prompting NATO jets to shoot some of them down and the alliance to beef up the defence of Europe's eastern flank.
US President Donald Trump appeared to come out in favour of a robust NATO response to any future incursions as he spoke to reporters at the United Nations General Assembly on Tuesday.
Asked whether NATO countries should shoot down Russian aircraft that enter their airspace, he told reporters: "Yes, I do".
The NATO statement followed a meeting of the North Atlantic Council, made up of ambassadors from the alliance's 32 member countries, which was called after Estonia invoked Article 4 of NATO's founding treaty.
Pentagon chief Pete Hegseth held a call with Estonian Defence Minister Hanno Pevkur on Tuesday and told him that Washington "stands with all NATO allies and that any incursion into NATO airspace is unacceptable", the Pentagon said in a statement.
Hegseth "commended the quick response by European allies' air defences", the Pentagon said, adding he told his Estonian counterpart that Washington was closely tracking the situation.
"Russia bears full responsibility for these actions, which are escalatory, risk miscalculation and endanger lives. They must stop," the council said in a statement.
"Russia should be in no doubt: NATO and Allies will employ, in accordance with international law, all necessary military and non-military tools to defend ourselves and deter all threats from all directions," the statement said.
"We will continue to respond in the manner, timing, and domain of our choosing."
The recent incidents have prompted calls from some European politicians and analysts for NATO to shoot down manned Russian fighters that intrude on the alliance's airspace.
But German Defence Minister Boris Pistorius warned against such talk.
"Reckless demands to shoot something out of the sky or to send a specific message of strength do not help in this situation. We need to be calm, clear and prudent - and act appropriately," he told reporters in Berlin after a meeting with his Swedish counterpart.
At alliance headquarters in Brussels, NATO Secretary General Mark Rutte said the Russian jets over Estonia had not been shot down as they had been assessed not to pose an immediate threat.
But he said NATO commanders had the authority to "take the ultimate decision" if they assessed that intruding aircraft did pose such a threat.
NATO's Article 4 states that allies will "consult together whenever, in the opinion of any of them, the territorial integrity, political independence or security" of a member is threatened.
It is only the ninth time in NATO's 76-year history that the article has been invoked - and two of those occasions have come this month in response to the incidents over Poland and Estonia.
"We are a defensive alliance, yes, but we are not naive. So we see what is happening," Rutte said.
"If it is not intentional, then it is blatantly incompetent. And of course, even if it is incompetence, we still have to defend ourselves."
Russia said on Monday that Estonia's assertion that Russian jets violated Estonian airspace was unfounded and accused Tallinn of seeking to ratchet up East-West tensions.
On the Polish incident, Russia said its drones had carried out a major attack on military facilities in western Ukraine that night but had not planned to hit targets in Poland.
In its statement, NATO also said its members would not be deterred from continuing to support Ukraine "in the exercise of its inherent right to self-defence against Russia's brutal and unprovoked war of aggression".Â
